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ScenarioSM Study for July Copper(CMX) as of Dec 30, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 21 | 17 | 21 | 26 | 24 | 26 | 31 | 23 | 19 | 23 | |
Exceeded High | 17 | 12 | 13 | 18 | 26 | 23 | 24 | 19 | 17 | 16 | 20 | |
Scenario Percentage | 81% | 57% | 76% | 86% | 100% | 96% | 92% | 61% | 74% | 84% | 87% | |
Avg Max Increase | 8.21% | 12.66% | 10.01% | 10.86% | 11.05% | 11.71% | 11.42% | 12.84% | 10.28% | 10.32% | 5.82% | |
Max Increase | 25.67% | 28.89% | 19.96% | 39.30% | 44.19% | 41.30% | 44.71% | 64.86% | 25.45% | 21.25% | 12.00% | |
Avg Days To Max Increase | 17 | 19 | 21 | 19 | 16 | 16 | 15 | 15 | 14 | 15 | 14 | |
Avg Max Decline | -1.94% | -1.42% | -2.25% | -2.93% | -1.79% | -2.91% | -2.58% | -3.22% | -2.61% | -3.28% | -1.30% | |
Max Decline | -8.85% | -7.34% | -5.52% | -9.72% | -8.78% | -10.04% | -10.51% | -7.75% | -16.01% | -12.21% | -5.47% | |
Avg Days to Max Decline | 13 | 7 | 11 | 10 | 8 | 8 | 10 | 9 | 5 | 8 | 3 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | No | No | Yes |
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